Overview
- Provides a complete and comprehensive introduction to the theory of long
- tailed and subexponential distributions
- Discusses where the areas of applications currently stand -Includes preliminary mathematical material
- Includes supplementary material: sn.pub/extras
Part of the book series: Springer Series in Operations Research and Financial Engineering (ORFE, volume 38)
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Table of contents (5 chapters)
Reviews
From the reviews:
“The book An Introduction to Heavy-Tailed and Subexponential Distributions … presents numerous ideas of ‘heaviness’ for probability distribution tails. It gives precise definitions to common terms such as heavy-tailed and long-tailed, as well as more esoteric terms such as subexponential or h-insensitive. … This book is small, self-contained monograph. There are some examples and applications, but the emphasis is on basic properties and classification.” (John D. Cook, The Mathematical Association of America, August, 2011)
“This monograph provides a comprehensive introduction to the theory of long-tailed and sub-exponential distributions. … Every chapter ends with historical comments on the topics that it covers, and the book ends with a list of references. Most of the material covered is appearing for the first time in book form, and the book will serve as a valuable reference for researchers interested in tail properties of sums and maxima of independent random variables having long-tailed/sub-exponential distributions.” (Sreenivasan Ravi, Mathematical Reviews, Issue 2012 f)
Authors and Affiliations
Bibliographic Information
Book Title: An Introduction to Heavy-Tailed and Subexponential Distributions
Authors: Sergey Foss, Dmitry Korshunov, Stan Zachary
Series Title: Springer Series in Operations Research and Financial Engineering
DOI: https://doi.org/10.1007/978-1-4419-9473-8
Publisher: Springer New York, NY
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer Science + Business Media, LLC 2011
eBook ISBN: 978-1-4419-9473-8Published: 25 May 2011
Series ISSN: 1431-8598
Series E-ISSN: 2197-1773
Edition Number: 1
Number of Pages: IX, 123
Number of Illustrations: 1 b/w illustrations
Topics: Probability Theory and Stochastic Processes, Statistics for Business, Management, Economics, Finance, Insurance, Complex Systems, Statistical Physics and Dynamical Systems